Accession Number : AD0695074

Title :   DISCRETE TIME SYSTEM OPTIMIZATION ON ARBITRARY SETS AND FINITE DIMENSIONAL SPACES.

Descriptive Note : Technical rept.,

Corporate Author : NOTRE DAME UNIV IND COLL OF ENGINEERING

Personal Author(s) : Leake,R. Jeffrey ; Richardson,Mark H.

Report Date : JUN 1969

Pagination or Media Count : 68

Abstract : As with continuous dynamical system optimization, the basic approaches to optimal control of discrete time systems have their origin in the variational theory of mechanics; Dynamical Programming stemming from the Hamilton-Jacobi Theory and the Discrete Minimum Principle based on the Hamilton Canonical Equations. In contrast to the usual heuristic and computational spirit associated with Dynamical Programming, we give precise necessary and sufficient conditions for optimality of discrete time systems over arbitrary sets, followed by some interesting observations concerning global successive approximations. This is followed by a review of the Discrete Minimum Principle as recently culminated by Halkin, Polak, and others; together with explicit connections between Bellman's equation and the discrete Canonical equations. A comprehensive development of the asymptotic properties of the discrete optimal linear regulator is then presented. (Author)

Descriptors :   (*CONTROL SYSTEMS, *DYNAMIC PROGRAMMING), ADAPTIVE CONTROL SYSTEMS, DIFFERENTIAL EQUATIONS, MATRICES(MATHEMATICS), OPTIMIZATION, FEEDBACK, THEOREMS

Subject Categories : Theoretical Mathematics
      Operations Research
      Test Facilities, Equipment and Methods

Distribution Statement : APPROVED FOR PUBLIC RELEASE